PVIVX vs. XSMO
Compare and contrast key facts about Paradigm Micro-cap Fund (PVIVX) and Invesco S&P SmallCap Momentum ETF (XSMO).
PVIVX is managed by Paradigm Funds. It was launched on Dec 31, 2007. XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Performance
PVIVX vs. XSMO - Performance Comparison
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PVIVX vs. XSMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PVIVX Paradigm Micro-cap Fund | 2.21% | -4.81% | 13.48% | 17.89% | -20.62% | 27.94% | 46.96% | 22.38% | -10.88% | 15.82% |
XSMO Invesco S&P SmallCap Momentum ETF | 7.05% | 9.80% | 17.45% | 21.55% | -15.44% | 19.24% | 21.96% | 28.65% | -3.44% | 23.95% |
Returns By Period
In the year-to-date period, PVIVX achieves a 2.21% return, which is significantly lower than XSMO's 7.05% return. Over the past 10 years, PVIVX has underperformed XSMO with an annualized return of 11.72%, while XSMO has yielded a comparatively higher 13.73% annualized return.
PVIVX
- 1D
- 3.34%
- 1M
- -8.52%
- YTD
- 2.21%
- 6M
- -3.80%
- 1Y
- 13.77%
- 3Y*
- 6.80%
- 5Y*
- 1.63%
- 10Y*
- 11.72%
XSMO
- 1D
- 1.24%
- 1M
- -4.33%
- YTD
- 7.05%
- 6M
- 4.97%
- 1Y
- 23.58%
- 3Y*
- 19.37%
- 5Y*
- 8.69%
- 10Y*
- 13.73%
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PVIVX vs. XSMO - Expense Ratio Comparison
PVIVX has a 1.25% expense ratio, which is higher than XSMO's 0.39% expense ratio.
Return for Risk
PVIVX vs. XSMO — Risk / Return Rank
PVIVX
XSMO
PVIVX vs. XSMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Paradigm Micro-cap Fund (PVIVX) and Invesco S&P SmallCap Momentum ETF (XSMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| PVIVX | XSMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.07 | -0.59 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.59 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.75 | -0.85 |
Martin ratioReturn relative to average drawdown | 2.45 | 7.23 | -4.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PVIVX | XSMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.07 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.38 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.57 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.36 | -0.35 |
Correlation
The correlation between PVIVX and XSMO is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PVIVX vs. XSMO - Dividend Comparison
PVIVX's dividend yield for the trailing twelve months is around 15.59%, more than XSMO's 0.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PVIVX Paradigm Micro-cap Fund | 15.59% | 15.93% | 6.40% | 0.00% | 0.00% | 1.11% | 5.25% | 0.01% | 14.09% | 6.88% | 3.61% | 1.32% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.60% | 0.75% | 0.63% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% |
Drawdowns
PVIVX vs. XSMO - Drawdown Comparison
The maximum PVIVX drawdown since its inception was -95.67%, which is greater than XSMO's maximum drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for PVIVX and XSMO.
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Drawdown Indicators
| PVIVX | XSMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.67% | -58.06% | -37.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.84% | -13.42% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -95.67% | -29.62% | -66.05% |
Max Drawdown (10Y)Largest decline over 10 years | -95.67% | -39.39% | -56.28% |
Current DrawdownCurrent decline from peak | -94.39% | -4.59% | -89.80% |
Average DrawdownAverage peak-to-trough decline | -16.17% | -11.21% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 3.24% | +2.22% |
Volatility
PVIVX vs. XSMO - Volatility Comparison
Paradigm Micro-cap Fund (PVIVX) has a higher volatility of 9.19% compared to Invesco S&P SmallCap Momentum ETF (XSMO) at 7.71%. This indicates that PVIVX's price experiences larger fluctuations and is considered to be riskier than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PVIVX | XSMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.19% | 7.71% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 17.96% | 13.63% | +4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.31% | 22.11% | +7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 887.36% | 22.87% | +864.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 627.66% | 24.05% | +603.61% |